Should we run ARDL and NARDL on the same data in a study?

Though technically we can, I wanted to know if it is a good idea to present both results are compare them. I am using financial variables and from literature I know that financial data in general (mostly) does have asymmetrical impact i.e. non-linear.

There are some testes like Ramsey RESET test and BDS test of non linearity which I could get the results on.

But wanted to know if it makes sense to do both and compare or should I stick to any one?

Thanks in advance